"I always want to have fun when I'm out on the pitch," said the Arsenal forward, who scored a goal and set up another in France's record 13th win a row.
"It was a beautiful evening tonight," added Henry, who played a crucial part in France's highest win over their neighbours since a 6-3 victory at the 1958 World Cup in Sweden.
Henry and fellow striker David Trezeguet, who scored twice, helped France beat the previous national team record of 12 wins in a row set by a great side spearheaded by Michel Platini from February to December 1984.
The current team, more than ever favourites to retain their European title in Portugal next year, have not lost or drawn since a 2-0 defeat by the
Germany mounted a brave challenge in the first half-hour but then collapsed and were outclassed by their visitors.
"We have to be honest and recognise that France have a wonderful team," said Germany coach Rudi Voeller.
"Against such opponents you only stand a chance if you make the most of your opportunities and we couldn't do that."
France coach Jacques Santini was full of praise for his players after witnessing France's finest performance since he took over in the wake of the shock first-stage exit from last year's World Cup.
"I want to congratulate the team for a superb performance," he said. "But we're aware that we will have to repeat that performance six times if we are to retain our title next year."
Voeller, whose team paid the price for costly defensive mistakes and failed to match France's pace and skills, tried his best to think positively.
"This hurts but we must get over it," he said. "I still have the feeling that this team can do great things."